+130.4%
EWJ vs PR
+152.6%
-22.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -5.0% | -16.4% | +11.4% | -4.2% |
| 30D | -10.2% | -1.9% | -8.3% | -10.2% |
| 3M | -7.2% | +8.0% | -15.2% | -7.7% |
| 6M | -3.2% | +4.1% | -7.3% | -3.6% |
| YTD | +9.9% | +58.7% | -48.8% | +7.0% |
| 1Y | +11.0% | +75.8% | -64.9% | +7.5% |
| 3Y | +57.3% | +73.2% | -15.8% | +51.7% |
| 5Y | +41.3% | +230.1% | -188.9% | +31.2% |
| 10Y | +117.5% | +67.4% | +50.1% | +115.0% |
| All | +130.4% | +152.6% | -22.2% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling